Research output per year
Research output per year
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 24 Article
-
Revealing priors from posteriors with an application to inflation forecasting in the UK
Ikefuji, M., Magnus, J. & Yamagata, T., 1 Jan 2024, In: Econometrics Journal. 27, 1, p. 151-170 20 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
Pesaran, M. H. & Yamagata, T., 10 Feb 2023, (E-pub ahead of print) In: Journal of Financial Econometrics. 54 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, G., Hayakawa, K., Nagata, S. & Yamagata, T., 7 Jul 2022, (E-pub ahead of print) In: Journal of Business and Economic Statistics. 14 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Projects
- 1 Finished
-
ESRC IAA: The Symposium on Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)
23/09/18 → 31/12/18
Project: Other project (funded) › Restricted grant
Prizes
-
York ESRC IAA (Impact Acceleration Account) Grant in support of ‘The Symposium on Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis’, £2,814.28
Smith, Vanessa (Recipient), Yamagata, Takashi (Recipient) & Chen, Jia (Recipient), Sept 2018
Prize: Prize (including medals and awards)